+41.0%
CVS vs A
+247.2%
-206.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -2.0% | -4.6% | +2.6% | -0.8% |
| 30D | +1.9% | -4.3% | +6.2% | +2.8% |
| 3M | -2.2% | +8.9% | -11.1% | -4.7% |
| 6M | +26.7% | +24.5% | +2.2% | +18.2% |
| YTD | +22.9% | +5.8% | +17.1% | +19.6% |
| 1Y | +32.9% | +16.2% | +16.7% | +25.6% |
| 3Y | +62.3% | +28.5% | +33.8% | +42.9% |
| 5Y | +34.2% | -16.3% | +50.6% | +35.6% |
| All | +41.0% | +247.2% | -206.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling